While particulates have the largest health toll, there are any number
of important pollutants from coal use. In China
alone, coal use does billions of dollars in damage to forests each year
due to acid rain.

The rest of this answer repeats
information, more or less, in the answer to oil #3.
There is a connection
between particulates and asthma. The Pew Report estimates power
plant (primarily coal) pollution triggers 600,000 asthma attacks in the
US each year, with an important cost to emergency rooms, hospital
stays, and lost work.

Daily asthma presentations to
the Emergency Department of Royal Darwin Hospital
and 24-hour mean PM10 concentrations, Darwin, April – October
2000PM10 are particles less than 10 millionths of a
meter.

Check out your part of the US on a map of premature mortality due to PM2.5
(particles less than 2.5 millionths of a meter) on an introduction to
the health effects
of various pollutants.

Ozone
is responsible for 10 - 20% of summertime respiratory emergency visits
in the US northeast and harms other animal and plants as well,
particularly long-living plants such as trees.

Bell, et al,
looks at 95 large American cities and estimates 4,000 Americans die
yearly from short term effects of higher ozone concentrations. The
National Academy of Sciences calculates 30,000 lives
could be saved annually worldwide by 2030 simply by producing less
ozone by reducing natural gas emissions 20%.

Nitrogen oxides (NOx) contribute to the formation of ozone. NOx also
cause
cardiovascular disease and respiratory disease, but can harm other
parts
of the body as well. Along with sulfur dioxide, it is a major cause
of acid rain (15% to 25%). NOx harm the soil, with great cost to both
agriculture
and forests. One
third of US ground level ozone comes from power plants, primarily
coal.

World Health Organization estimates that 3 million
die annually from outdoor air pollution (plus 1.6
million from indoor air pollution from the use of solid fuels such
as dung, wood, crop waste, or coal.)